Path integral Monte Carlo method for option pricing

2021 ◽  
pp. 126231
Author(s):  
Pietro Capuozzo ◽  
Emanuele Panella ◽  
Tancredi Schettini Gherardini ◽  
Dimitri D. Vvedensky
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Option Pricing ◽  
Path Integral ◽  
Path Integral Monte Carlo

scholarly journals Path-integral Monte Carlo method for Rényi entanglement entropies

2014 ◽  
Vol 90 (1) ◽  
Author(s):  
C. M. Herdman ◽  
Stephen Inglis ◽  
P.-N. Roy ◽  
R. G. Melko ◽  
A. Del Maestro
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Path Integral ◽  
Path Integral Monte Carlo
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